| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -7.0% | 79.62% |
| Max Drawdown | -13.03% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.33 | 0.96 |
| Payoff Ratio | 1.07 | 0.98 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.36 | 0.57 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 94.78 | 2.66 |
| Outlier Loss Ratio | 3.27 | 2.54 |
| Volatility (ann.) | 5.64% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.48 | 2.33 |
| Skew | -4.49 | 0.2 |
| Kurtosis | 105.62 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.52% | 4.27% |
| Expected Yearly % | -3.56% | 34.02% |
| Kelly Criterion | -16.65% | 2.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.07% |
| Expected Shortfall (cVaR) | -0.49% | -2.07% |
| Year | 11370422:BTCUSD | 11370422:btcusd:triple_med_gx:lsma20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.53 | -0.07 | - |
| 2025 | 30.14 | -4.58 | -0.15 | - |
| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.05% | 45.08% |
| 6M | -3.97% | 28.47% |
| YTD | -4.58% | 30.14% |
| 1Y | -3.22% | 105.13% |
| 3Y (ann.) | -6.28% | 68.87% |
| 5Y (ann.) | -6.28% | 68.87% |
| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| Max Drawdown | -13.03% | -29.51% |
| Longest DD Days | 403.0 | 144.0 |
| Avg. Drawdown | -6.6% | -4.58% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.54 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -13.03 | 403 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370422:btcusd:triple_med_gx:lsma20_10 | 11370422:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.49% | 18.93% |
| Worst Week | -3.78% | -12.33% |
| Best Month | 5.2% | 37.42% |
| Worst Month | -3.24% | -17.69% |
| Best Year | -2.53% | 38.02% |
| Worst Year | -4.58% | 30.14% |
| Avg. Up Day | 0.84% | 0.9% |
| Avg. Down Day | -0.79% | -0.91% |
| Avg. Up Week | 1.19% | 4.51% |
| Avg. Down Week | -1.12% | -2.5% |
| Avg. Up Month | 2.86% | 17.98% |
| Avg. Down Month | -2.28% | -7.59% |
| Win Days % | 39.82% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |